This feature is still under development and we have not supported it yet.
Header & Footer are global parts of your theme, so GemPages only allows us to design the middle part of your page. 

However, You may want to try EcomSolid Theme ( it provides a lot of different header & footer sections which you can pick up for your store. EcomSolid works closely with GemPages to bring better e-commerce design experience for your store.

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